Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM Strategic Asset Allocation – Optimal Moderate | NA | 22.04% | 1.40% | 5.14% | 4.23% | 5.73% | 5.21% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.10 | 22.04 | 1.40 | 5.14 | 4.23 | 5.73 | 5.21 | … | … | 0.28 | 6.62 | 11.10 | -14.61 | 3.57 | 16.38 | 17.60 | -6.29 | 11.74 | 0.29 | -1.29 | 3.53 | 12.72 | 11.82 | -1.02 | 12.14 | 19.92 | -27.28 | 13.88 | 10.01 | 8.05 | 15.08 | 19.22 | -1.55 | 2.32 |
| Sharpe Ratio | NA | 0.17 | -0.30 | 0.13 | 0.24 | NA | NA | … | … | 0.03 | 0.00 | 0.82 | -1.17 | 0.39 | 0.90 | 2.41 | -0.82 | 2.48 | 0.01 | -0.16 | 0.55 | 1.90 | 1.58 | -0.08 | 1.13 | 1.17 | -1.32 | 1.11 | 0.78 | 0.94 | 1.96 | 2.52 | -0.27 | 0.00 |
| Standard Deviation(%) | NA | 8.67 | 10.55 | 12.14 | 10.16 | NA | NA | … | … | 7.22 | 8.75 | 8.30 | 13.70 | 9.03 | 17.92 | 6.72 | 9.22 | 4.48 | 8.80 | 8.37 | 6.36 | 6.69 | 7.43 | 13.77 | 10.71 | 16.96 | 21.29 | 9.84 | 8.65 | 6.27 | 7.22 | 7.34 | 9.89 | 8.13 |
| Draw Down(%) | NA | 5.67 | 20.77 | 21.81 | 21.81 | NA | NA | … | … | 0.65 | 5.67 | 8.57 | 21.12 | 5.62 | 20.72 | 3.33 | 13.45 | 2.20 | 7.64 | 9.06 | 5.28 | 6.45 | 6.24 | 13.55 | 7.71 | 16.08 | 35.94 | 6.26 | 9.59 | 4.45 | 5.79 | 5.60 | 14.87 | 11.46 |
| Yield(%) | NA | 4.43 | 5.67 | 4.45 | 3.69 | NA | NA | … | … | NA | 0.47 | 4.42 | 5.05 | 6.83 | 3.04 | 2.15 | 4.42 | 0.28 | 1.99 | 4.68 | 3.57 | 3.95 | 3.16 | 2.01 | 2.95 | 2.06 | 3.36 | 5.42 | 4.17 | 3.88 | 3.01 | 4.02 | 2.20 | 4.84 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM Strategic Asset Allocation – Optimal Mode |
-7.59%
Feb 2006 – Feb 2009 |
-0.47%
Feb 2004 – Feb 2009 |
2.80%
Oct 2013 – Oct 2023 |
2.60%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K PLAN FOR AFFILIATES OF SISTERS OF MERCY HEALTH SYSTEM Strategic Asset Allocation – Optimal Mode |
16.53%
Mar 2003 – Mar 2006 |
14.27%
Oct 2002 – Oct 2007 |
7.88%
Feb 2009 – Feb 2019 |
7.04%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart